Some AVRs will continue to allow the last video source continue to be passed when switched to an audio source such as CD. My Onkyo NR818 does this - my last prepro also did that. If its tv you want to watch while listening to some music you can always get an HDMI splitter and split the signal from the set-top box - one to the AVR and one to the tv. Most tvs these days have more than one HDMI input.
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Thanks for the suggestions. The Pioneer 1222 does not keep the last video source when switching to an audio-only one as menus come up to control the audio.
But your HDMI splitter idea is a good one. I guess I could do that with both the PS3 and the TV so as to have the option to listen to one thing and watch another. Is there a loss of video/audio quality while using a splitter? Would Blu-rays and 3d movies look and sound as good?